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	param	t-stat
$ω$	1.3096	5.25
$α$	0.0985	3.90
$β$	0.7600	13.89
$γ_{1}$	-0.1619	-0.46
$γ_{2}$	0.7672	1.46
$γ_{3}$	-1.6325	-4.13
$γ_{4}$	2.0370	5.73
$γ_{5}$	-1.3961	-4.09
$γ_{6}$	0.3489	0.98
$γ_{7}$	0.0771	0.22
$γ_{8}$	-0.0241	-0.07
$γ_{9}$	0.1255	0.41
$γ_{10}$	-0.2862	-1.17

V-Lab

CITIC Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:41.60% (+1.60%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CITIC Securities Co Ltd Analyses